Block thresholding for a density estimation problem with a change-point
Résumé
We consider a density estimation problem with a change-point. We develop an adaptive wavelet estimator constructed from a block thresholding rule. Adopting the minimax point of view under the Lp risk (with p>1) over Besov balls, we prove that it is near optimal.
Domaines
Statistiques [math.ST]
Origine : Fichiers produits par l'(les) auteur(s)